V-Lab: Daesung Group Partners Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daesung Group Partners Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 28th, 2017:70.12% (-0.93%)

Analysis last updated: Thursday, July 27, 2017 at 11:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8453	7.15
$α$	0.1685	8.93
$β$	0.7239	24.43
$γ_{1}$	0.0080	0.11
$γ_{2}$	-0.0258	-0.24
$γ_{3}$	0.1299	1.67
$γ_{4}$	-0.3455	-4.46
$γ_{5}$	0.3598	3.84
$γ_{6}$	-0.0398	-0.35
$γ_{7}$	-0.1813	-1.61
$γ_{8}$	0.0499	0.40
$γ_{9}$	0.1741	1.10
$γ_{10}$	-0.0810	-0.31

Estimation Period:
Jan 3, 1990 to Jul 21, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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